README.TXT

Description of replication files for Patrick Brandt and John
Freeman. 2006. "Advances in Bayesian Time Series Modeling and the
Study of Politics: Theory Testing, Forecasting, and Policy Analysis."
Political Analysis.

The zip file contains the following files for replicating the analysis
in the paper:

forecasts.R            	R source code for estimating the
			conditional and unconditional forecasts

impulses.R		R source code for estimating the impulse
			responses with the Bayesian shape error bands 
			described in the paper.

levant.weekly.79-03.dta	Data file (stata format) of the data used in
			the estimation.

priors.csv		CSV file that lists the design of the prior
			hyperparameter space that we searched to
			determine the reference prior.

spec_analysis.R		R source code for estimating the BVAR models
			for the hyperparameters specified in priors.csv.


These files can be run in R (cran.r-project.org) using the MSBVAR
package from either Brandt's website (www.utdallas.edu/~pbrandt) or
from CRAN.

The MSBVAR package contains all of the VAR and BVAR functions needed
(and much more) for the identified VAR models discussed in the paper.
The MSBVAR package provides methods for estimating frequentist and
Bayesian Vector Autoregression (VAR) models.  Also includes methods
for the generating posterior inferences for VAR forecasts and error
decompositions.

Questions can be directed to Patrick Brandt at pbrandt@utdallas.edu.
